Soc. Generale Call 110 NOVN 20.12.2024
/ DE000SU0D355
Soc. Generale Call 110 NOVN 20.12.../ DE000SU0D355 /
| 2024-06-24 9:17:31 AM |
Chg.0.000 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
NOVARTIS N |
110.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU0D35 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
105.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-1.72 |
| Time value: |
0.09 |
| Break-even: |
115.97 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
15.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.084 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+37.70% |
| 3 Months |
|
|
+82.61% |
| YTD |
|
|
+82.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.075 |
| 1M High / 1M Low: |
0.095 |
0.056 |
| 6M High / 6M Low: |
0.120 |
0.033 |
| High (YTD): |
2024-01-22 |
0.120 |
| Low (YTD): |
2024-04-02 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.067 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.83% |
| Volatility 6M: |
|
246.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
